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The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market’s volatility indices’ predictive power on synchronizing global equity indices returns. We built the correlation network of 26 stoc...
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| Publicat a: | PLoS One |
|---|---|
| Autors principals: | , , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Public Library of Science
2021
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8136682/ https://ncbi.nlm.nih.gov/pubmed/34014976 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0250846 |
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